You are cordially invited to attend the talks in seminar room D4.0.022 (Building D4, ground level) on Fridays at 9:00am.

October 18

Marius Hofert (Department of Mathematics, ETH Zürich):
Statistical and computational aspects of nested Archimedean copulas and beyond
> Abstract    
> Talk

October 25

Omiros Papaspiliopoulos (ICREA and Universitat Pompeu Fabra, Barcelona, Spain):
Optimal filtering and the dual process
> Abstract    
> Talk

November 8

David Edwards (Aarhus University, Denmark):
Some context-specific graphical models for discrete longitudinal data
> Abstract    
> Talk

November 15

Mike Smith (Melbourne Business School, University of Melbourne):
Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation
> Abstract    
> Talk

November 22

Stochastics, Economics and Architecture:
Opening conference of the Institute for Statistics and Mathematics at the new WU Campus

December 6 - TWO TALKS

Maria Kalli (Business School, Canterbury Christ Church University):
Bayesian Semiparametric vector autoregressive models
> Abstract
> Talk

Jim Griffin (School of Mathematics, Statistics & Actuarial Science, University of Kent):
Modelling Macroeconomic Time Series using Regression Models with Time-varying Sparsity
> Abstract    
> Talk

January 16 - ATTENTION! T h u r s d a y, 4:30 - 6:00pm

Seminar room TC.5.02 (Teaching Center, level 5)

Roberto Casarin (University Ca' Foscari, Venezia, Italy):
Bayesian Calibration and Combination of Predictive Distributions
> Abstract
> Talk

January 30 - ATTENTION! T h u r s d a y, 5:00 - 6:30pm

Universität Wien, Oskar-Morgenstern-Platz 1, 1090 Vienna, Seminarraum SR11, 2.OG
(This talk is jointly organised with TU Wien and Universität Wien.)

Damir Filipovic (Ecole Polytechnique Fédérale de Lausanne):
Linear-Rational Term Structure Models
> Abstract